SCP stands for Secure Contain Protect.
It is a secret global organization that deals with anomalous entities and anomalies ranging from creatures that can roam around freely without causing any harm, to world ending, reality bending monstrosities.
SCPs are classified into 5 distinct categories - Safe, Euclid, Thaumiel, Keter and Apollyon. The box metaphor can be used to describe these classes -
*You put an SCP in a box and leave it for a couple of minutes.
If you come back to see no change at all, it's classified Safe.
If you're not sure what happened, it's classified Euclid.
If the SCP is the box, it's classified Thaumiel.
If you come back and all hell breaks lose, it's classified Keter.
If there is no box and you should run as if your life depended on it, it's classified Apollyon.*
There are fucking thousands of these creatures and there's no telling when one of these fuckers will escape (breach containment) and cause an XK-Class end-of-the-world scenario or ZK-Class reality-failure scenario or some other world ending apocalypse.
You: That SCP is so cute.
Researcher: That's scp-999 aka the tickle monster, he's really popular around here.